In problems of mathematical physics, Trefftz approximations by definition involve functions that satisfy the differential equation of the problem. The power and versatility of such approximations is illustrated with an overview of a number of application areas: (i) finite difference Trefftz schemes of arbitrarily high order; (ii) boundary difference Trefftz methods analogous to boundary integral equations but completely singularity-free; (iii) Discontinuous Galerkin (DG) Trefftz methods for Maxwell’s electrodynamics; (iv) numerical and analytical nonreflecting Trefftz boundary conditions; (v) non-asymptotic homogenization of electromagnetic and photonic metamaterials.